+770.2%
STM vs AU
+793.6%
-23.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +5.8% | -3.6% | +9.4% | +6.3% |
| 30D | -1.0% | +23.9% | -24.9% | -4.0% |
| 3M | -33.3% | +19.1% | -52.3% | -34.9% |
| 6M | +57.4% | -0.2% | +57.5% | +56.6% |
| YTD | +102.2% | +32.5% | +69.7% | +93.7% |
| 1Y | +99.6% | +96.9% | +2.7% | +81.1% |
| 3Y | +14.5% | +614.7% | -600.2% | -13.9% |
| 5Y | +21.4% | +647.7% | -626.3% | -11.4% |
| 10Y | +695.0% | +679.2% | +15.8% | +441.9% |
| All | +770.2% | +793.6% | -23.4% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling